Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.41%
November 30, 2021 42.41%
October 31, 2021 42.41%
September 30, 2021 42.41%
August 31, 2021 42.41%
July 31, 2021 42.41%
June 30, 2021 42.41%
May 31, 2021 42.41%
April 30, 2021 42.41%
March 31, 2021 42.41%
February 28, 2021 42.41%
January 31, 2021 42.41%
December 31, 2020 42.41%
November 30, 2020 42.41%
October 31, 2020 42.41%
September 30, 2020 42.41%
August 31, 2020 42.41%
July 31, 2020 42.41%
June 30, 2020 42.41%
May 31, 2020 42.41%
April 30, 2020 42.41%
March 31, 2020 42.41%
February 29, 2020 16.29%
January 31, 2020 16.29%
December 31, 2019 16.29%
Date Value
November 30, 2019 16.29%
October 31, 2019 16.29%
September 30, 2019 16.29%
August 31, 2019 16.29%
July 31, 2019 16.29%
June 30, 2019 16.29%
May 31, 2019 16.29%
April 30, 2019 16.29%
March 31, 2019 16.29%
February 28, 2019 16.29%
January 31, 2019 16.29%
December 31, 2018 16.29%
November 30, 2018 16.29%
October 31, 2018 16.29%
September 30, 2018 16.29%
August 31, 2018 16.29%
July 31, 2018 16.29%
June 30, 2018 16.39%
May 31, 2018 16.99%
April 30, 2018 16.99%
March 31, 2018 16.99%
February 28, 2018 16.99%
January 31, 2018 16.99%
December 31, 2017 16.99%
November 30, 2017 16.99%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

16.29%
Minimum
Jul 2018
42.41%
Maximum
Mar 2020
26.07%
Average
16.99%
Median
Jan 2017